ICE Cocoa Future May 2010

Trading Metrics calculated at close of trading on 06-Apr-2010

Day Change Summary
	Previous	Current
	05-Apr-2010	06-Apr-2010	Change	Change %	Previous Week
Open	2,970	2,959	-11	-0.4%	2,854
High	2,985	2,980	-5	-0.2%	3,000
Low	2,926	2,860	-66	-2.3%	2,854
Close	2,953	2,913	-40	-1.4%	2,990
Range	59	120	61	103.4%	146
ATR	81	84	3	3.5%	0
Volume	8,738	5,565	-3,173	-36.3%	29,069

Daily Pivots for day following 06-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,278	3,215	2,979
R3	3,158	3,095	2,946
R2	3,038	3,038	2,935
R1	2,975	2,975	2,924	2,947
PP	2,918	2,918	2,918	2,903
S1	2,855	2,855	2,902	2,827
S2	2,798	2,798	2,891
S3	2,678	2,735	2,880
S4	2,558	2,615	2,847

Weekly Pivots for week ending 02-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	3,386	3,334	3,070
R3	3,240	3,188	3,030
R2	3,094	3,094	3,017
R1	3,042	3,042	3,003	3,068
PP	2,948	2,948	2,948	2,961
S1	2,896	2,896	2,977	2,922
S2	2,802	2,802	2,963
S3	2,656	2,750	2,950
S4	2,510	2,604	2,910

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,000	2,860	140	4.8%	79	2.7%	38%	False	True	7,600
10	3,000	2,782	218	7.5%	78	2.7%	60%	False	False	7,148
20	3,000	2,745	255	8.8%	86	3.0%	66%	False	False	7,131
40	3,175	2,745	430	14.8%	80	2.8%	39%	False	False	7,827
60	3,512	2,745	767	26.3%	79	2.7%	22%	False	False	6,789

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3,490
2.618	3,294
1.618	3,174
1.000	3,100
0.618	3,054
HIGH	2,980
0.618	2,934
0.500	2,920
0.382	2,906
LOW	2,860
0.618	2,786
1.000	2,740
1.618	2,666
2.618	2,546
4.250	2,350

Fisher Pivots for day following 06-Apr-2010
Pivot	1 day	3 day
R1	2,920	2,930
PP	2,918	2,924
S1	2,915	2,919

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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